TY  - RPRT
AU  - Jiménez Martín, Juan Ángel
AU  - Novales Cinca, Alfonso Santiago
PY  - 2009
UR  - https://hdl.handle.net/20.500.14352/49264
AB  - This paper introduces state-uncertainty preferences into the Lucas (1982) economy,showing that this type of preferences helps to explain the exchange rate risk premium. Under these preferences we can distinguish between two factors driving the...
LA  - eng
A3  - Facultad de CC Económicas y Empresariales. Instituto Complutense de Análisis Económico
KW  - Risk premium
KW  - Taste shocks
KW  - Fundamental uncertainty.
TI  - State-Uncertainty preferences and the Risk Premium in the Exchange rate market
TY  - technical report
VL  - 2009
ER  -